+3,635.3%
STX vs TYL
+116.1%
+3,519.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.0% | +10.4% | +7.2% |
| 7D | +2.4% | -3.7% | +6.0% | +3.1% |
| 30D | +1.4% | +18.7% | -17.4% | -3.1% |
| 3M | -8.2% | +18.1% | -26.4% | -13.8% |
| 6M | +127.0% | -1.1% | +128.1% | +123.2% |
| YTD | +209.1% | -19.8% | +229.0% | +223.2% |
| 1Y | +365.4% | -34.3% | +399.7% | +422.9% |
| 3Y | +1,135.4% | -8.2% | +1,143.6% | +1,055.3% |
| 5Y | +991.5% | -25.4% | +1,016.9% | +991.0% |
| All | +3,635.3% | +116.1% | +3,519.1% | +2,117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling